What move does the options market price into Lovesac's report?

Implied ±15.5%, either direction · provisional.

How often does Lovesac move more than the options market prices?

4 of the last 8 reports moved at least as far as the implied move.

LOVENasdaqRetail-Furniture Stores

Lovesac Co (LOVE) earnings date, market-implied expected move, and options open interest by expiry

16.28

−0.29 · −1.75%

post 16.28 0.00%

Closed16:00 ET

Open16.67Volume263,629Mkt cap$235.5MP/E13.46EPS1.21

Day16.12 – 16.6729%52-wk10.33 – 19.2567%

LOVE

Lovesac Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.5%implied · straddle

13.8018.86

spot 16.33exp Dec 18ATM strike 17.5ATM straddle 2.97IV 58%

Oct 30 closeprovisionalthin chain

Expected move

Inputs

Next report

Dec 10

before open · in 39 days

est.Q3 FY27

Calendar

Next report

Last report

−11.04%

vs ±11.5% implied · ×0.96

shaded = implied · ▲▼ = realized

Sep 10 '26 · confirmed

Implied vs realized

Linked news

9dBBY · customerWalmart, Best Buy and other stores now use digital price tags. Critics say they could lead to different prices for different shoppers.
41dSYF · supplierIs Synchrony Financial Stock Underperforming the Nasdaq?

News

Largest filed tie

13F top-10 QoQ

+1.74%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

121 managers

Top fund weight

0.01%

LOVE weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Lovesac (LOVE) is expected to report on Dec 10 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±15.3%
avg realized: ±15.3%

Dec 12 '24Dec 12 '24confirmed±16.2%▼−31.69%×1.96

Apr 10 '25Apr 10 '25confirmed±14.2%▲+16.07%×1.13

Jun 12 '25Jun 12 '25confirmed±13.9%▼−17.98%×1.29

Sep 11 '25Sep 11 '25confirmed±16.1%▼−14.84%×0.92

Q3 FY26Dec 11 '25confirmed±15.4%▼−7.79%×0.51

Q1 FY27Mar 26 '26confirmed±21.1%▲+21.88%×1.04

Jun 11 '26Jun 11 '26confirmed±13.9%▼−1.09%×0.08

Q2 FY27Sep 10 '26confirmed±11.5%▼−11.04%×0.96

quarterimplied−35%0+35%realized×

Q2 FY27±11.5%▼−11.04%×0.96

Jun '26±13.9%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.03OI · 4 expiries · Oct 30 closeP/C open interest · Dec 18 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

4610%Nov 2019d0.401,145+941%0.40

report · Dec 10 · before open · est.

8—Dec 1847d265—

1,067+2%Jan 1575d8.47126+9%8.47

3,651+2%Apr 16166d35.45103+11%35.45

ExpiryPutsCallsP/C

Nov 2019d4610%1,145+941%0.40

report · Dec 10 · before open · est.

Dec 1847d8—265—0.03

Jan 1575d1,067

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±15.5%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

SYF±3.3%×0.21

Customers 1

BBY±3.3%×0.22

Dashed = straddle · × = co-movement · max 499dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY27

4.61%as filednet margin · revenue +16.68% QoQ · +0.45% YoY

Revenue

$161M+16.68% QoQ

Gross profit

$110M+53.21% QoQ

68.39% margin

Operating income

$11M+162.98% QoQ

6.79% margin

Pre-tax income

$12M+172.74% QoQ

Net income

$7M+166.97% QoQ

4.61% margin

Cost of revenue

$51M−23.02% QoQ

Operating expenses

$99M+11.17% QoQ

SG&A $72M

Marketing $23M

Depreciation $4M

Tax

$5M+184.15% QoQ

Other income

$1M+81.98% QoQ

Revenue$161M+16.68%

Gross profit

$110M+53.21%

68.39% margin

Operating income

$11M+162.98%

6.79% margin

Pre-tax income

$12M+172.74%

Net income

$7M+166.97%

4.61% margin

Cost of revenue

$51M−23.02%

Operating expenses

$99M+11.17%

SG&A $72M

Marketing $23M

Depreciation $4M

Other income$1M+81.98%

Tax$5M+184.15%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Aug 2 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.28· ±3.5% vs ±2.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.5%6 of 10×1.28

PPIproducer prices±3.4%3 of 10×1.27

FOMCrate decision±3.4%10 of 24×1.26

CPIconsumer prices±2.3%3 of 10×0.84

GDPgross domestic product±1.6%10 of 19×0.58

PCEpersonal income & outlays±1.4%10 of 19×0.53

CPROFcorporate profits±1.1%7 of 12×0.39

Bar = avg |move| to ±4% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS 0.51 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Sep 10 '26 · confirmed	0.51	—
Q1 FY27	Mar 26 '26 · confirmed	-0.76	—
Q3 FY26	Dec 11 '25 · confirmed	-0.72	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod